+3,473.7%
GD vs RMBS
+1,339.3%
+2,134.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | -5.3% | -0.3% | -4.9% | -5.2% |
| 30D | -6.4% | -12.2% | +5.7% | -5.6% |
| 3M | +5.7% | -49.5% | +55.2% | +10.4% |
| 6M | -0.9% | -7.1% | +6.2% | -2.0% |
| YTD | +8.2% | -7.0% | +15.2% | +6.5% |
| 1Y | +13.4% | +13.3% | +0.1% | +9.5% |
| 3Y | +68.5% | +49.2% | +19.2% | +55.6% |
| 5Y | +97.2% | +250.0% | -152.8% | +68.7% |
| 10Y | +190.2% | +495.1% | -304.9% | +135.8% |
| All | +3,473.7% | +1,339.3% | +2,134.3% | +2,118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling